+4.3%
ARM vs Q
+77.9%
-73.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.9% | -0.2% | +1.4% |
| 7D | -5.3% | +8.4% | -13.8% | -10.6% |
| 30D | -30.0% | -1.2% | -28.8% | -29.0% |
| 3M | -34.1% | -9.3% | -24.8% | -28.8% |
| 6M | -12.6% | -15.0% | +2.4% | -1.7% |
| YTD | +70.4% | +53.5% | +17.0% | +52.9% |
| 1Y | +22.3% | +35.9% | -13.6% | +12.7% |
| All | +4.3% | +77.9% | -73.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded Q wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling